This is what happens, the initial one, such as junctioning a GF you can go through, but after that, you can cancel at will, for instance at the fire cavern, you can skip that completely, and on the SeeD mission, Timber Owl Hideout on the train, you can skip those too, Junctioning Atk-J after graduating in the training centre...
Wait, you can?
I know you can just keep mashing the buttons on the controller - speeding your through the dialog, but I wasn't aware there's a way to skip through the rest of the tutorials, especially the long Timber Owl's mission tutorial.
How exactly are you able to skip them entirely?